Optimal Navigation Functions for Nonlinear Stochastic Systems

This paper presents a new methodology to craft navigation functions for nonlinear systems with stochastic uncertainty. The method relies on the transformation of the Hamilton-Jacobi-Bellman (HJB) equation into a linear partial differential equation. This approach allows for optimality criteria to be incorporated into the navigation function, and generalizes several existing results in navigation functions. It is shown that the HJB and that existing navigation functions in the literature sit on ends of a spectrum of optimization problems, upon which tradeoffs may be made in problem complexity. In particular, it is shown that under certain criteria the optimal navigation function is related to Laplace's equation, previously used in the literature, through an exponential transform. Further, analytical solutions to the HJB are available in simplified domains, yielding guidance towards optimality for approximation schemes. Examples are used to illustrate the role that noise, and optimality can potentially play in navigation system design.Comment: Accepted to IROS 2014. 8 Page

Using hybrid GPU/CPU kernel splitting to accelerate spherical convolutions

We present a general method for accelerating by more than an order of magnitude the convolution of pixelated functions on the sphere with a radially-symmetric kernel. Our method splits the kernel into a compact real-space component and a compact spherical harmonic space component. These components can then be convolved in parallel using an inexpensive commodity GPU and a CPU. We provide models for the computational cost of both real-space and Fourier space convolutions and an estimate for the approximation error. Using these models we can determine the optimum split that minimizes the wall clock time for the convolution while satisfying the desired error bounds. We apply this technique to the problem of simulating a cosmic microwave background (CMB) anisotropy sky map at the resolution typical of the high resolution maps produced by the Planck mission. For the main Planck CMB science channels we achieve a speedup of over a factor of ten, assuming an acceptable fractional rms error of order 1.e-5 in the power spectrum of the output map.Comment: 9 pages, 11 figures, 1 table, accepted by Astronomy & Computing w/ minor revisions. arXiv admin note: substantial text overlap with arXiv:1211.355

Gap Processing for Adaptive Maximal Poisson-Disk Sampling

In this paper, we study the generation of maximal Poisson-disk sets with varying radii. First, we present a geometric analysis of gaps in such disk sets. This analysis is the basis for maximal and adaptive sampling in Euclidean space and on manifolds. Second, we propose efficient algorithms and data structures to detect gaps and update gaps when disks are inserted, deleted, moved, or have their radius changed. We build on the concepts of the regular triangulation and the power diagram. Third, we will show how our analysis can make a contribution to the state-of-the-art in surface remeshing.Comment: 16 pages. ACM Transactions on Graphics, 201

Approximate Computation and Implicit Regularization for Very Large-scale Data Analysis

Database theory and database practice are typically the domain of computer scientists who adopt what may be termed an algorithmic perspective on their data. This perspective is very different than the more statistical perspective adopted by statisticians, scientific computers, machine learners, and other who work on what may be broadly termed statistical data analysis. In this article, I will address fundamental aspects of this algorithmic-statistical disconnect, with an eye to bridging the gap between these two very different approaches. A concept that lies at the heart of this disconnect is that of statistical regularization, a notion that has to do with how robust is the output of an algorithm to the noise properties of the input data. Although it is nearly completely absent from computer science, which historically has taken the input data as given and modeled algorithms discretely, regularization in one form or another is central to nearly every application domain that applies algorithms to noisy data. By using several case studies, I will illustrate, both theoretically and empirically, the nonobvious fact that approximate computation, in and of itself, can implicitly lead to statistical regularization. This and other recent work suggests that, by exploiting in a more principled way the statistical properties implicit in worst-case algorithms, one can in many cases satisfy the bicriteria of having algorithms that are scalable to very large-scale databases and that also have good inferential or predictive properties.Comment: To appear in the Proceedings of the 2012 ACM Symposium on Principles of Database Systems (PODS 2012